The crossing barrier of a non-homogeneous semi-Markov chain

DOI10.1080/17442500903278892zbMath1196.60147OpenAlexW2141806757MaRDI QIDQ5190574

Guglielmo D'Amico

Publication date: 18 March 2010

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442500903278892

zbMATH Keywords

random operatordeterministic and stochastic barrierslevel crossing orders

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25) Markov renewal processes, semi-Markov processes (60K15) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items (5)

Stability analysis and stabilization of discrete-time non-homogeneous semi-Markov jump linear systems: a polytopic approach ⋮ Age-usage semi-Markov models ⋮ A semi-Markov approach to the stock valuation problem ⋮ Single-use reliability computation of a semi-Markovian system. ⋮ Time-varying gain controller synthesis of piecewise homogeneous semi-Markov jump linear systems

Cites Work

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• Comparison of level-crossing times for Markov and semi-Markov processes
• The number of visits to a subset of the state space by a discrete- parameter semi-Markov process
• Numerical Treatment of Homogeneous and Non-homogeneous Semi-Markov Reliability Models
• Semi-Markov Risk Models for Finance, Insurance and Reliability
• Discrete-Time Semi-Markov Model for Reliability and Survival Analysis

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